Monthly Entry and Exit Dates

by: Bill Zimmer Thursday, October 3rd, 2013 at 9:54 am

First things first. I’ve put together the entry and exit dates, for each asset class, basis the Chandelier on a both the monthly and the weekly bull/bear mode.

I’ve put in the left most column the ticker of our guiding ETF (i.e  the one used to classify the asset class as bull/bear mode), followed by the asset class name. Followed by the entry and exit dates and a column that measures the calendar days between the two.

The next step is either applying the rotational trading formula used on the Fidelity Select funds and rotate the ETFs that fall within an asset class, during the time frame that that asset class is in bull mode.

Here’s the monthly output:

Monthly AA
For you fans of averages, this represents an average holding period across the asset classes of 1076 calendar days. Or to put it another way 2.95 years or yet another way 35.37 months. Too long you say? Perhaps, but you must remember established trends can last an awful long time. Bond bull is 30 years old. You can also use this data to help you determine if we’re in a correction or a change of character.

Because we are long an asset class in this definition it doesn’t mean we can’t switch between the strongest within that asset class, now does it. OK now a quick look at the weekly results:

Weekly Signals
I can’t imagine that anyone would not suspect a greater number of signals in a shorter time frame  8-)

Tentative Rules:

  • If both are in bull mode, i.e monthly and weekly, 100% invested in that asset class.
  • If only one is in bull mode we are 50% invested.
  • If both are in bear mode, that asset class funds are moved to cash.

Rules are obviously subject to change as this project moves forward.

 Talking Points and Every Company Has a Next Steve Jobs:

Blame Game Begins (David Kotok)

America’s Endless Budget Battle (Project Syndicate)

The Weird Reason Shutting Down Government Will Boost Growth (Business Week)

Fixing exorbitant CEO pay: All is not lost (Fortune)

The shutdown is the Constitution’s fault (WonkBlog)

How we would report on it if It Happened There … the Government Shutdown (Slate)

Politics trumps economics (Cafe Hayek)

Why is the Unemployment Rate Declining So Rapidly? (Human Capital Exchange)

Buy Low, Sell High (Economix)

U.S. Government Shutdown Threatening Housing Recovery (Bloomberg)

Why jobs data sometimes misleads investors (Financial Post)

How Less Than 5% Of The US Population Caused The Government To Shut Down (Business Insider)

Wall St. Fears Go Beyond Shutdown (NYT)

What is a US Canada Merger Worth? About $17-trillion (National Post)

Steve Jobs Never Worried About the Debt Ceiling (Bloomberg)

Obama’s obstinate shutdown strategy: Brilliant or just evasive? (Fortune)

Boom, Bust, Flip (NYT)

8 Indisputable Reasons Why We Don’t Need Offices (Forbes)

Learning the Wrong Lessons About Austerity (NYT)

The Government Shutdown: Tell Me How This Ends (Council on Foreign Affairs)

The real cost of federal regulations (Washington Times)

Americans by 72% Oppose Shutdown Tied to Health Care Cuts (Bloomberg)

Every Company Has a Next Steve Jobs: Bushnell


have a great day!